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Ellington Financial Inc EFC 12.93 -0.11 -0.84%

Previous-day view · Fri Sep 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

EFC / Comparative study

3 signals / 503 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.55
14.63
Mean
8.59
Window
+343.3%
ATM IV z 0.20
0.38
Mean
0.34
Window
+57.0%
IV Percentile z 0.50
67.86
Mean
53.62
Window
+36.8%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.87 0.53
ATM IV 0.87 1.00 0.61
IV Percent... 0.53 0.61 1.00
Source observations

Data inspector

1-50 of 503
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 12.93 14.63 0.38 67.86
2026-09-10 13.04 6.43 0.25 25.4
2026-09-09 13.26 12.9 0.36 62.3
2026-09-08 13.38 10.94 0.32 53.17
2026-09-07 13.47 15.52 0.4 70.92
2026-09-04 13.47 15.38 0.4 70.24
2026-09-03 13.35 6.15 0.25 24.21
2026-09-02 13.33 5.18 0.23 18.25
2026-09-01 13.26 8.35 0.28 41.43
2026-08-31 13.38 13.1 0.36 63.2
2026-08-28 13.57 14.73 0.39 67.33
2026-08-27 13.57 15.09 0.39 68.92
2026-08-26 13.46 12.76 0.35 62.15
2026-08-25 13.58 13.8 0.37 64.54
2026-08-24 13.62 14.6 0.38 66
2026-08-21 13.63 12.85 0.35 62.15
2026-08-20 13.62 11.8 0.34 60.16
2026-08-19 13.71 12.36 0.35 61.35
2026-08-18 13.61 11.21 0.33 56.97
2026-08-17 13.59 11.4 0.33 58
2026-08-14 13.67 11.81 0.34 60.56
2026-08-13 13.68 10.28 0.31 53.39
2026-08-12 13.62 13.98 0.37 64.14
2026-08-11 13.6 9.16 0.3 47.81
2026-08-10 13.47 7.72 0.27 39.6
2026-08-07 13.6 7.98 0.28 41.04
2026-08-06 13.14 4.89 0.23 16.33
2026-08-05 13.24 6.99 0.26 32.67
2026-08-04 13.3 4.94 0.23 16.33
2026-08-03 13.33 21.35 0.49 79.2
2026-07-31 13.28 19.3 0.46 74.5
2026-07-30 13.49 22.47 0.51 80.48
2026-07-29 13.46 20.26 0.47 77.69
2026-07-28 13.55 20.99 0.49 78.88
2026-07-27 13.36 19.69 0.46 78
2026-07-24 13.37 16.01 0.41 72.51
2026-07-23 13.28 15.47 0.4 69.72
2026-07-22 13.45 6.27 0.25 25.1
2026-07-21 13.49 17.81 0.43 75.7
2026-07-20 13.41 13.06 0.36 65.2
2026-07-17 13.53 17.63 0.43 75.3
2026-07-16 13.7 9.58 0.3 52.19
2026-07-15 13.71 23.94 0.53 84.06
2026-07-14 13.62 23.59 0.53 83.27
2026-07-13 13.45 15 0.39 69.6
2026-07-10 13.58 6.89 0.26 33.07
2026-07-09 13.53 7.94 0.28 42.63
2026-07-08 13.42 11.22 0.33 61.75
2026-07-07 13.48 14.89 0.39 69.32
2026-07-02 13.47 14.62 0.38 69.44